What's on the board for today's cut - via DTCC
Today:
- EUR/USD: 1.1875-85 (EUR 825m), 1.1900 (282m), 1.1915-25 (450m), 1.1950 (402m)
- USD/JPY: 111.00 (USD 571m), 111.25 (270m), 112.30-40 (831m), 112.50 (282m), 112.75 (383m), 113.00 (1.2bn)
- GBP/USD: 1.3500-05 (GBP 452m), 1.3507 (207m), 1.3535 (243m)
- USD/CHF: 0.9800-05 (USD 383m)
- AUD/USD: 0.7825 (AUD 211m)
- EUR/GBP: 0.8790-00 (EUR 564m)
Tomorrow:
- AUD/USD: 0.7700 (AUD 935m)
12 January:
- EUR/USD: 1.1945-50 (EUR 2.2bn), 1.1990-00 (2.4bn), 1.2050 (924m), 1.2100 (1.7bn)
- USD/JPY: 111.00 (USD 826m), 111.75 (1.1bn), 113.00 (954m), 114.00 (864m)
- GBP/USD: 1.3000 (GBP 982m)
- AUD/USD: 0.7810-15 (AUD 2.1bn)
Word on the street earlier today was that leveraged funds were range-trading the AUD/USD spot in light of the large expiry for AUD/USD, so expect price action to possibly linger around here for the time being - though that was in Asian trading so they may not have a say on what happens later in the day. The expiry is only on Friday, so expect price action to possibly be attracted to that level if there's already interest today.
Anyway, for today's expiries there's a couple of large ones (bolded) for EUR/USD and USD/JPY but they're a little bit away from current levels - however, just take note of that in case prices move prior to expiry time.
For other pairs, the expiries are relatively minor in size and should not hold a significant impact towards price action.
I'll also update the full board for the future dates tomorrow and on Friday on the dates themselves - these are just the larger ones that are significant (but are subject to change right up until expiry).
For more info on how to use this data, please refer to this post here.
